Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49352.51 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45291.3 Kr¶

PnL: ---------------------------------------> 235.3 Kr¶

DD now: ---------------------------------> -7.093 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:45:26.803620'

Anic Portfolio¶

Today¶

Return: 0.98 %¶

This Week¶

Return: 0.1 %¶

Total portfolio value¶

Return including deposits: 61.567 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.200000 1680.840000 211.840000 14.420000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 5.080000 2160.900000 117.900000 5.770000 2043.000000
Platzer Fastigheter Holding B 12 2.350000 992.400000 31.400000 3.270000 960.999996
Sagax B 4 1.570000 880.400000 26.400000 3.090000 854.000000
Sagax A 4 2.330000 880.000000 26.000000 3.040000 854.000000
Atrium Ljungberg B 5 0.840000 960.500000 25.500000 2.730000 935.000000
Catena 2 1.590000 816.000000 24.000000 3.030000 792.000000
Hoist Finance 35 -0.170000 1002.750000 22.750000 2.320000 980.000000
JM 6 0.140000 879.000000 15.000000 1.740000 864.000000
Gränges 9 1.450000 941.400000 13.400000 1.440000 927.999999
Hexatronic Group 12 1.240000 980.160000 13.160000 1.360000 966.999996
BioGaia B 8 0.340000 937.600000 7.600000 0.820000 930.000000
Byggmax Group 33 0.760000 960.300000 4.300000 0.450000 956.000001
Biotage 7 0.220000 945.000000 4.000000 0.430000 940.999997
Bilia A 8 0.360000 903.200000 3.200000 0.360000 900.000000
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
EQT 4 0.630000 833.200000 1.200000 0.140000 832.000000
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
ASSA ABLOY B 3 -0.080000 775.200000 -3.800000 -0.490000 779.000001
Alimak Group 11 0.480000 921.800000 -6.200000 -0.670000 927.999996
OX2 13 0.350000 943.800000 -6.200000 -0.650000 949.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
VEF 909 0.800000 1832.540000 -17.460000 -0.940000 1850.000436
SKF B 5 -1.020000 922.500000 -17.500000 -1.860000 940.000000
Nordic Waterproofing Holding 7 0.590000 949.200000 -17.800000 -1.840000 966.999999
Addnode Group B 11 -0.790000 894.300000 -26.700000 -2.900000 921.000003
Latour B 4 0.240000 820.000000 -37.000000 -4.320000 857.000000
Vitec Software Group B 2 0.290000 1045.000000 -42.000000 -3.860000 1087.000000
Indutrade 5 1.210000 1175.000000 -43.000000 -3.530000 1218.000000
Bufab 3 -0.230000 1050.600000 -58.400000 -5.270000 1109.000001
Hexagon B 26 0.310000 3400.800000 -60.200000 -1.740000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.720000 1378.370000 -80.630000 -5.530000 1458.999989
TOTAL 45291.300000 235.300000 -7.09303% 45056.000411

Updated:¶

'2023-07-04 09:45:43.566024'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶